Anic Equity

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Total return since start: 0.604 %

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Equity now: -----------------------------> 48998.86 Kr

Max Equity ever reached: ------------> 53120.35 Kr

Portfolio value: --------------------------> 44937.65 Kr

PnL: ---------------------------------------> -118.35 Kr

DD now: ---------------------------------> -7.759 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-07-04 09:08:09.579263'

Anic Portfolio

Today

Return: 0.257 %

This Week

Return: -0.617 %

Total portfolio value

Return including deposits: 60.41 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Hennes & Mauritz B	9	0.160000	1663.560000	194.560000	13.240000	1468.999998
Sedana Medical	93	1.880000	2617.020000	96.020000	3.810000	2521.000011
Orrön Energy	180	3.410000	2126.700000	83.700000	4.100000	2043.000000
Hoist Finance	35	-0.170000	1002.750000	22.750000	2.320000	980.000000
Atrium Ljungberg B	5	0.370000	956.000000	21.000000	2.250000	935.000000
Sagax B	4	0.370000	870.000000	16.000000	1.870000	854.000000
Catena	2	0.600000	808.000000	16.000000	2.020000	792.000000
Platzer Fastigheter Holding B	12	0.000000	969.600000	8.600000	0.890000	960.999996
JM	6	-0.890000	870.000000	6.000000	0.690000	864.000000
Sagax A	4	0.000000	860.000000	6.000000	0.700000	854.000000
Gränges	9	0.580000	933.300000	5.300000	0.570000	927.999999
Byggmax Group	33	0.620000	958.980000	2.980000	0.310000	956.000001
BioGaia B	8	-0.170000	932.800000	2.800000	0.300000	930.000000
Biotage	7	0.000000	942.900000	1.900000	0.200000	940.999997
Hexatronic Group	12	0.000000	968.160000	1.160000	0.120000	966.999996
Clas Ohlson B	12	-0.120000	973.200000	0.200000	0.020000	972.999996
Bilia A	8	0.000000	900.000000	0.000000	0.000000	900.000000
AcadeMedia	8	0.000000	400.800000	-1.200000	-0.300000	402.000000
ASSA ABLOY B	3	-0.430000	772.500000	-6.500000	-0.830000	779.000001
EQT	4	-0.480000	824.000000	-8.000000	-0.960000	832.000000
HEXPOL B	9	-1.490000	1012.500000	-8.500000	-0.830000	1020.999996
SKF B	5	-0.110000	931.000000	-9.000000	-0.960000	940.000000
Alimak Group	11	0.120000	918.500000	-9.500000	-1.020000	927.999996
OX2	13	-0.280000	937.950000	-12.050000	-1.270000	949.999999
VEF	909	0.900000	1834.360000	-15.640000	-0.850000	1850.000436
Creaspac SPAC	39	0.110000	3701.100000	-16.900000	-0.450000	3717.999987
Nordic Waterproofing Holding	7	0.000000	943.600000	-23.400000	-2.420000	966.999999
Latour B	4	0.000000	818.000000	-39.000000	-4.550000	857.000000
Addnode Group B	11	-2.440000	879.450000	-41.550000	-4.510000	921.000003
Vitec Software Group B	2	-0.190000	1040.000000	-47.000000	-4.320000	1087.000000
Indutrade	5	0.520000	1167.000000	-51.000000	-4.190000	1218.000000
Bufab	3	-0.910000	1043.400000	-65.600000	-5.920000	1109.000001
Hexagon B	26	-0.040000	3389.100000	-71.900000	-2.080000	3461.000010
BHG Group	97	1.150000	1370.610000	-88.390000	-6.060000	1458.999989
INVISIO	16	-0.220000	3592.000000	-97.000000	-2.630000	3689.000000
TOTAL			44928.840000	-127.160000	-7.7731%	45056.000411

Updated:

'2023-07-04 09:06:57.876876'

None

Last optimization/rebalancing:

'2023-06-15'

Next optimization/rebalancing:

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.